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V-Lab

Trinidad Drilling Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 19, 2019 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trinidad Drilling Ltd SGARCH
paramt-stat
ω1.41235.48
α0.07336.53
β0.896761.21
γ1-0.2690-1.57
γ20.46181.68
γ3-0.0620-0.26
γ4-0.3635-1.15
γ50.30570.95
γ60.01850.08
γ7-0.0992-0.49
γ8-0.6385-2.68
Estimation Period:
Oct 11, 2000 to Feb 15, 2019
Impact of return on volatility tomorrow
Volatility Forecasts